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A splitting scheme for backward doubly stochastic differential equations is proposed. The main idea is to decompose a backward doubly stochastic differential equation into a backward stochastic differential equation and a stochastic…

数值分析 · 数学 2021-03-17 Feng Bao , Yanzhao Cao , He Zhang

Domain decomposition methods are used for approximate solving boundary problems for partial differential equations on parallel computing systems. Specific features of unsteady problems are taken into account in the most complete way in…

数值分析 · 计算机科学 2011-05-18 Petr N. Vabishchevich

We consider a class of doubly nonlinear degenerate hyperbolic-parabolic equations with homogeneous Dirichlet boundary conditions, for which we first establish the existence and uniqueness of entropy solutions. We then turn to the…

偏微分方程分析 · 数学 2009-01-08 Boris Andreianov , Mostafa Bendahmane , Kenneth H. Karlsen

In this contribution, a finite element scheme to impose mixed boundary conditions without introducing Lagrange multipliers is presented for hyperbolic systems described as port-Hamiltonian systems. The strategy relies on finite element…

数值分析 · 数学 2026-01-23 S. D. M. de Jong , A. Brugnoli , R. Rashad , Y. Zhang , S. Stramigioli

We use inverted finite elements method for approximating solutions of second order elliptic equations with non-constant coefficients varying to infinity in the exterior of a 2D bounded obstacle, when a Neumann boundary condition is…

数值分析 · 数学 2025-01-24 R Belbaki , S K Bhowmik , T Z Boulmezaoud , N Kerdid , S Mziou

A comprehensive convergence and stability analysis of some probabilistic numerical methods designed to solve Cauchy-type inverse problems is performed in this study. Such inverse problems aim at solving an elliptic partial differential…

数值分析 · 数学 2025-08-12 Iulian Cîmpean , Andreea Grecu , Liviu Marin

Towards identifying the number of minimal surfaces sharing the same boundary from the geometry of the boundary, we propose a numerical scheme with high speed and high accuracy. Our numerical scheme is based on the method of fundamental…

数值分析 · 数学 2022-12-14 Koya Sakakibara , Yuuki Shimizu

This study presents an efficient, accurate, effective and unconditionally stable time stepping scheme for the Darcy-Brinkman equations in double-diffusive convection. The stabilization within the proposed method uses the idea of stabilizing…

数值分析 · 数学 2018-04-10 Aytekin Çıbık , Medine Demir , Songul Kaya

We consider a problem of nuclear waste contamination. It takes into account the thermal effects. The temperature and the contaminant's concentration fulfill convection-diffusion-reaction equations. The velocity and the pressure in the flow…

数值分析 · 数学 2007-05-23 Catherine Choquet , Sebastien Zimmermann

This paper presents a rigorous finite element framework for solving an optimal control problem governed by the steady Navier-Stokes-Brinkman equations, focusing on identifying a scalar permeability parameter $\gamma$ from local velocity…

数值分析 · 数学 2025-03-12 Jorge Aguayo Araneda , Julie Merten

We study the convergence of the new family of mimetic finite difference schemes for linear diffusion problems recently proposed in [38]. In contrast to the conventional approach, the diffusion coefficient enters both the primary mimetic…

数值分析 · 数学 2016-12-07 G. Manzini , K. Lipnikov , J. D. Moulton , M. Shashkov

A numerical scheme is presented for solving the Helmholtz equation with Dirichlet or Neumann boundary conditions on piecewise smooth open curves, where the curves may have corners and multiple junctions. Existing integral equation methods…

数值分析 · 数学 2024-11-11 Johan Helsing , Shidong Jiang

We consider the finite element discretization of an optimal Dirichlet boundary control problem for the Laplacian, where the control is considered in $H^{1/2}(\Gamma)$. To avoid computing the latter norm numerically, we realize it using the…

数值分析 · 数学 2018-11-26 Michael Karkulik

The article discusses the gradient discretisation method (GDM) for distributed optimal control problems governed by diffusion equation with pure Neumann boundary condition. Using the GDM framework enables to develop an analysis that…

数值分析 · 数学 2018-10-09 Jerome Droniou , Neela Nataraj , Devika Shylaja

The present document corresponds to the 4 th chapter of my thesis, the problem setting is not definitive, what matters most here are the mathematical results and the methodology of the existence proofs. In this work, we propose a framework…

数值分析 · 数学 2024-11-15 Thomas Crozon

A numerical scheme is presented for approximating fractional order Poisson problems in two and three dimensions. The scheme is based on reformulating the original problem posed over $\Omega$ on the extruded domain…

数值分析 · 数学 2019-05-27 Mark Ainsworth , Christian Glusa

We introduce a new class of "filtered" schemes for some first order non-linear Hamilton-Jacobi-Bellman equations. The work follows recent ideas of Froese and Oberman (SIAM J. Numer. Anal., Vol 51, pp.423-444, 2013). The proposed schemes are…

数值分析 · 数学 2016-02-19 Olivier Bokanowski , Maurizio Falcone , Smita Sahu

Semi-infinite programming can be used to model a large variety of complex optimization problems. The simple description of such problems comes at a price: semi-infinite problems are often harder to solve than finite nonlinear problems. In…

最优化与控制 · 数学 2023-05-01 Tobias Seidel , Karl-Heinz Küfer

The purpose of this work is to study a finite element method for finding solutions to the eigenvalue problem for the fractional Laplacian. We prove that the discrete eigenvalue problem converges to the continuous one and we show the order…

数值分析 · 数学 2019-02-04 Juan Pablo Borthagaray , Leandro M. Del Pezzo , Sandra Martínez

In this paper, two numerical approaches based on the Newton iteration method with spectral algorithms are introduced to solve the Thomas-Fermi equation. That Thomas-Fermi equation is a nonlinear singular ordinary differential equation (ODE)…